-19.8%
TLT vs HBM
+625.8%
-645.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -0.3% | +5.5% | -5.8% | -0.1% |
| 30D | 0.0% | +3.3% | -3.3% | +0.1% |
| 3M | -2.9% | +12.7% | -15.5% | -2.5% |
| 6M | -6.3% | +28.2% | -34.5% | -5.4% |
| YTD | -3.3% | +45.3% | -48.7% | -2.0% |
| 1Y | -4.2% | +121.7% | -125.9% | -1.5% |
| 3Y | -1.7% | +523.5% | -525.2% | +5.4% |
| 5Y | -34.9% | +393.9% | -428.8% | -29.8% |
| 10Y | -19.8% | +647.9% | -667.7% | -7.1% |
| All | -19.8% | +625.8% | -645.7% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling